I typically go with whatever the app maker recommends. RPM is common. Flatpaks are common. AppImage is less common. Sometimes you get a tarball but that is way less common than it used to be. Flathub (as a flatpak source) has gotten a lot better, but I like to make sure a Dev is the one who actually posted software there or it was done by a trustworthy group. Of course there's some trust there. Can't escape that.

Building from source is probably the safest route but it is more time consuming.